Affiliation:
1. Department Mathematics; University of Bologna; viale Filopanti n.5-40126; Bologna; Italy
Subject
General Engineering,General Mathematics
Reference39 articles.
1. Barndorff-Nielsen OE Normal inverse Gaussian distributions and the modelling of stock returns Research Report 1995
2. Hyperbolic distribution in finance;Eberlein;Bernoulli,1995
3. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
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